TATACOMM
Tata Communications Ltd
Historical option data for TATACOMM
21 Nov 2024 04:10 PM IST
| TATACOMM 28NOV2024 1860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.21
Theta: -0.52
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1711.55 | 1.3 | -1.35 | 33.65 | 133 | -22.5 | 188 | |||
| 20 Nov | 1736.70 | 2.65 | 0.00 | 30.14 | 215.5 | 13.5 | 210 | |||
| 19 Nov | 1736.70 | 2.65 | 0.20 | 30.14 | 215.5 | 13 | 210 | |||
| 18 Nov | 1727.35 | 2.45 | -4.05 | 28.61 | 334 | -23 | 197 | |||
| 14 Nov | 1749.90 | 6.5 | -0.05 | 26.66 | 379 | 45.5 | 223 | |||
| 13 Nov | 1745.10 | 6.55 | -1.15 | 26.58 | 486 | -30 | 179 | |||
| 12 Nov | 1759.65 | 7.7 | -4.30 | 25.59 | 507 | -59.5 | 209.5 | |||
| 11 Nov | 1767.95 | 12 | 0.00 | 24.87 | 232.5 | 19 | 267.5 | |||
| 8 Nov | 1774.65 | 12 | -12.05 | 24.28 | 816.5 | -57.5 | 249.5 | |||
| 7 Nov | 1805.80 | 24.05 | -2.20 | 25.02 | 550.5 | -21 | 305.5 | |||
| 6 Nov | 1809.05 | 26.25 | 11.55 | 23.50 | 580.5 | 42.5 | 327 | |||
| 5 Nov | 1756.05 | 14.7 | -1.55 | 26.99 | 357.5 | 25 | 285 | |||
| 4 Nov | 1746.35 | 16.25 | -13.90 | 29.22 | 265.5 | 32 | 259.5 | |||
| 1 Nov | 1790.80 | 30.15 | 3.15 | 29.23 | 16 | 0.5 | 227.5 | |||
| 31 Oct | 1774.65 | 27 | -6.00 | - | 150 | 21 | 226 | |||
| 30 Oct | 1787.15 | 33 | -5.90 | - | 67 | 18 | 204 | |||
| 29 Oct | 1784.05 | 38.9 | 1.60 | - | 87 | 11 | 185 | |||
| 28 Oct | 1787.35 | 37.3 | -1.35 | - | 27 | 12 | 176 | |||
| 25 Oct | 1777.60 | 38.65 | -6.55 | - | 24 | 1 | 164 | |||
| 24 Oct | 1787.00 | 45.2 | 5.15 | - | 177 | 154 | 164 | |||
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| 23 Oct | 1779.05 | 40.05 | -9.35 | - | 2 | -1 | 10 | |||
| 22 Oct | 1799.20 | 49.4 | -21.00 | - | 6 | 1 | 10 | |||
| 21 Oct | 1852.85 | 70.4 | -1.60 | - | 4 | 2 | 9 | |||
| 18 Oct | 1873.00 | 72 | -257.10 | - | 7 | 5 | 5 | |||
| 17 Oct | 1830.05 | 329.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1922.45 | 329.1 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1931.30 | 329.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1951.35 | 329.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1963.75 | 329.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1951.80 | 329.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1949.35 | 329.1 | 329.10 | - | 0 | 0 | 0 | |||
| 3 Oct | 2143.10 | 0 | - | 0 | 0 | 0 | ||||
For Tata Communications Ltd - strike price 1860 expiring on 28NOV2024
Delta for 1860 CE is 0.04
Historical price for 1860 CE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 1.3, which was -1.35 lower than the previous day. The implied volatity was 33.65, the open interest changed by -45 which decreased total open position to 376
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 2.65, which was 0.00 lower than the previous day. The implied volatity was 30.14, the open interest changed by 27 which increased total open position to 420
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 2.65, which was 0.20 higher than the previous day. The implied volatity was 30.14, the open interest changed by 26 which increased total open position to 420
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 2.45, which was -4.05 lower than the previous day. The implied volatity was 28.61, the open interest changed by -46 which decreased total open position to 394
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 6.5, which was -0.05 lower than the previous day. The implied volatity was 26.66, the open interest changed by 91 which increased total open position to 446
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 6.55, which was -1.15 lower than the previous day. The implied volatity was 26.58, the open interest changed by -60 which decreased total open position to 358
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 7.7, which was -4.30 lower than the previous day. The implied volatity was 25.59, the open interest changed by -119 which decreased total open position to 419
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 12, which was 0.00 lower than the previous day. The implied volatity was 24.87, the open interest changed by 38 which increased total open position to 535
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 12, which was -12.05 lower than the previous day. The implied volatity was 24.28, the open interest changed by -115 which decreased total open position to 499
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 24.05, which was -2.20 lower than the previous day. The implied volatity was 25.02, the open interest changed by -42 which decreased total open position to 611
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 26.25, which was 11.55 higher than the previous day. The implied volatity was 23.50, the open interest changed by 85 which increased total open position to 654
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 14.7, which was -1.55 lower than the previous day. The implied volatity was 26.99, the open interest changed by 50 which increased total open position to 570
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 16.25, which was -13.90 lower than the previous day. The implied volatity was 29.22, the open interest changed by 64 which increased total open position to 519
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 30.15, which was 3.15 higher than the previous day. The implied volatity was 29.23, the open interest changed by 1 which increased total open position to 455
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 27, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATACOMM was trading at 1787.15. The strike last trading price was 33, which was -5.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATACOMM was trading at 1784.05. The strike last trading price was 38.9, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATACOMM was trading at 1787.35. The strike last trading price was 37.3, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TATACOMM was trading at 1777.60. The strike last trading price was 38.65, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct TATACOMM was trading at 1787.00. The strike last trading price was 45.2, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct TATACOMM was trading at 1779.05. The strike last trading price was 40.05, which was -9.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TATACOMM was trading at 1799.20. The strike last trading price was 49.4, which was -21.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct TATACOMM was trading at 1852.85. The strike last trading price was 70.4, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct TATACOMM was trading at 1873.00. The strike last trading price was 72, which was -257.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct TATACOMM was trading at 1830.05. The strike last trading price was 329.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct TATACOMM was trading at 1922.45. The strike last trading price was 329.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct TATACOMM was trading at 1931.30. The strike last trading price was 329.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct TATACOMM was trading at 1951.35. The strike last trading price was 329.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct TATACOMM was trading at 1963.75. The strike last trading price was 329.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct TATACOMM was trading at 1951.80. The strike last trading price was 329.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct TATACOMM was trading at 1949.35. The strike last trading price was 329.1, which was 329.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct TATACOMM was trading at 2143.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATACOMM 28NOV2024 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1711.55 | 114.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1736.70 | 114.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1736.70 | 114.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1727.35 | 114.1 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 14 Nov | 1749.90 | 114.1 | 14.10 | 31.96 | 3.5 | -0.5 | 18.5 |
| 13 Nov | 1745.10 | 100 | -4.55 | - | 2.5 | 0 | 19.5 |
| 12 Nov | 1759.65 | 104.55 | 28.40 | 23.34 | 11 | 1.5 | 19.5 |
| 11 Nov | 1767.95 | 76.15 | -21.30 | - | 0.5 | 0 | 17.5 |
| 8 Nov | 1774.65 | 97.45 | 28.85 | 25.59 | 18.5 | 1 | 17 |
| 7 Nov | 1805.80 | 68.6 | 1.45 | 23.26 | 35 | 10.5 | 18 |
| 6 Nov | 1809.05 | 67.15 | -34.30 | 25.91 | 11 | 3.5 | 7.5 |
| 5 Nov | 1756.05 | 101.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1746.35 | 101.45 | 0.00 | 0.00 | 0 | -1 | 0 |
| 1 Nov | 1790.80 | 101.45 | -6.40 | 32.00 | 1 | 0 | 5 |
| 31 Oct | 1774.65 | 107.85 | 27.85 | - | 1 | 0 | 4 |
| 30 Oct | 1787.15 | 80 | -24.05 | - | 2 | 1 | 3 |
| 29 Oct | 1784.05 | 104.05 | 42.85 | - | 2 | 1 | 1 |
| 28 Oct | 1787.35 | 61.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1777.60 | 61.2 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1787.00 | 61.2 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1779.05 | 61.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1799.20 | 61.2 | 0.00 | - | 0 | -1 | 0 |
| 21 Oct | 1852.85 | 61.2 | 0.50 | - | 1 | 0 | 1 |
| 18 Oct | 1873.00 | 60.7 | 0.00 | - | 0 | 1 | 0 |
| 17 Oct | 1830.05 | 60.7 | 40.05 | - | 1 | 0 | 0 |
| 16 Oct | 1922.45 | 20.65 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1931.30 | 20.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1951.35 | 20.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1963.75 | 20.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1951.80 | 20.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1949.35 | 20.65 | 20.65 | - | 0 | 0 | 0 |
| 3 Oct | 2143.10 | 0 | - | 0 | 0 | 0 | |
For Tata Communications Ltd - strike price 1860 expiring on 28NOV2024
Delta for 1860 PE is 0.00
Historical price for 1860 PE is as follows
On 21 Nov TATACOMM was trading at 1711.55. The strike last trading price was 114.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov TATACOMM was trading at 1736.70. The strike last trading price was 114.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov TATACOMM was trading at 1736.70. The strike last trading price was 114.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov TATACOMM was trading at 1727.35. The strike last trading price was 114.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Nov TATACOMM was trading at 1749.90. The strike last trading price was 114.1, which was 14.10 higher than the previous day. The implied volatity was 31.96, the open interest changed by -1 which decreased total open position to 37
On 13 Nov TATACOMM was trading at 1745.10. The strike last trading price was 100, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 12 Nov TATACOMM was trading at 1759.65. The strike last trading price was 104.55, which was 28.40 higher than the previous day. The implied volatity was 23.34, the open interest changed by 3 which increased total open position to 39
On 11 Nov TATACOMM was trading at 1767.95. The strike last trading price was 76.15, which was -21.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 8 Nov TATACOMM was trading at 1774.65. The strike last trading price was 97.45, which was 28.85 higher than the previous day. The implied volatity was 25.59, the open interest changed by 2 which increased total open position to 34
On 7 Nov TATACOMM was trading at 1805.80. The strike last trading price was 68.6, which was 1.45 higher than the previous day. The implied volatity was 23.26, the open interest changed by 21 which increased total open position to 36
On 6 Nov TATACOMM was trading at 1809.05. The strike last trading price was 67.15, which was -34.30 lower than the previous day. The implied volatity was 25.91, the open interest changed by 7 which increased total open position to 15
On 5 Nov TATACOMM was trading at 1756.05. The strike last trading price was 101.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATACOMM was trading at 1746.35. The strike last trading price was 101.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 1 Nov TATACOMM was trading at 1790.80. The strike last trading price was 101.45, which was -6.40 lower than the previous day. The implied volatity was 32.00, the open interest changed by 0 which decreased total open position to 10
On 31 Oct TATACOMM was trading at 1774.65. The strike last trading price was 107.85, which was 27.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATACOMM was trading at 1787.15. The strike last trading price was 80, which was -24.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATACOMM was trading at 1784.05. The strike last trading price was 104.05, which was 42.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATACOMM was trading at 1787.35. The strike last trading price was 61.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TATACOMM was trading at 1777.60. The strike last trading price was 61.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct TATACOMM was trading at 1787.00. The strike last trading price was 61.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct TATACOMM was trading at 1779.05. The strike last trading price was 61.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TATACOMM was trading at 1799.20. The strike last trading price was 61.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct TATACOMM was trading at 1852.85. The strike last trading price was 61.2, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct TATACOMM was trading at 1873.00. The strike last trading price was 60.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct TATACOMM was trading at 1830.05. The strike last trading price was 60.7, which was 40.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct TATACOMM was trading at 1922.45. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct TATACOMM was trading at 1931.30. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct TATACOMM was trading at 1951.35. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct TATACOMM was trading at 1963.75. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct TATACOMM was trading at 1951.80. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct TATACOMM was trading at 1949.35. The strike last trading price was 20.65, which was 20.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct TATACOMM was trading at 2143.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
